Help: Frames, External Link, Message: Wait While Loading

I have two frames: content and main, in which links in content are loaded into main. All these links are external, e.g., url.../somepage.aspx and I have no control over them. These pages take time to load, so every time user clicks on the link and it is loading, I need the user to see a message to wait, e.g., waitloading.gif

The way it is set is:
frame name="contents" target="main"
frame name="main" src="(url.../somepage.aspx)"

How can I do that? Please advise in simple terms (hopefully copy/paste) as I am novice. Thanks much!